-17.3%
TLN vs WETO
-99.3%
+82.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +11.4% | -19.9% | -8.5% |
| 7D | -6.0% | +3.6% | -9.6% | -6.0% |
| 30D | -1.5% | -17.2% | +15.7% | -1.5% |
| 3M | -3.9% | -83.7% | +79.8% | -5.1% |
| 6M | -15.0% | -98.3% | +83.2% | -15.6% |
| YTD | -12.8% | -99.0% | +86.2% | -18.9% |
| 1Y | -17.3% | -99.4% | +82.0% | -32.3% |
| All | -17.3% | -99.3% | +82.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling